Forecasting with genetically programmed polynomial neural networks
โ Scribed by Lilian M. de Menezes; Nikolay Y. Nikolaev
- Book ID
- 113647830
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 233 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0169-2070
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract Forecasting currency exchange rates is an important financial problem that has received much attention especially because of its intrinsic difficulty and practical applications. The statistical distribution of foreign exchange rates and their linear unpredictability are recurrent themes
This paper investigates the use of Artificial Neural Networks (ANNs) to combine time series forecasts of stock market volatility from the USA, Canada, Japan and the UK. We demonstrate that combining with nonlinear ANNs generally produces forecasts which, on the basis of out-of-sample forecast encomp